+233.4%
GLW vs BIIB
-6.2%
+239.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -11.1% | +1.7% | -12.8% | -11.2% |
| 30D | -28.4% | +12.2% | -40.6% | -29.7% |
| 3M | -28.8% | +22.3% | -51.1% | -31.2% |
| 6M | -39.8% | +30.9% | -70.7% | -42.8% |
| YTD | +28.7% | +43.9% | -15.2% | +19.5% |
| 1Y | +27.7% | +62.1% | -34.4% | +15.5% |
| 3Y | +331.3% | +12.7% | +318.7% | +312.8% |
| 5Y | +233.4% | -5.1% | +238.6% | +226.7% |
| All | +233.4% | -6.2% | +239.7% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling